Analysis on the Coefficient of Relative Risk Aversion in Currency Substitution

摘要：

This paper gives some common forms of transaction costs r in goods purchases, and analyzes the changes of each factor in the coefficient formula of relative risk aversion proposed by Freitas.

关键词： coefficient of relative risk aversion convex function transaction costs

作者: Ke Chen Yi-rong Ying

作者单位: College of Management, Shanghai University, Shanghai, 200444, China School of Management, Dalian University of Technology, Dalian, 116024, China

会议类型: 国际会议

会议名称: The Second International Conference on Uncertainty Theory(ICUT)(第二届不确定理论国际会议)

会议地点: 拉萨

会议语种:英文

页码: 31-35

在线出版日期: 2011-08-06（万方平台首次上网日期，不代表论文的发表时间）